-15.8%
F vs Z
-55.4%
+39.6%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | Z | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -2.4% | +1.7% | -0.1% |
| 7D | +1.6% | -4.6% | +6.1% | +2.4% |
| 30D | +2.6% | +8.3% | -5.7% | +0.1% |
| 3M | -8.8% | -11.6% | +2.8% | -7.0% |
| 6M | +4.6% | -33.6% | +38.3% | +13.5% |
| YTD | -1.9% | -56.7% | +54.8% | +17.2% |
| 1Y | -0.8% | -59.1% | +58.4% | +20.1% |
| 3Y | +43.5% | -20.4% | +63.8% | +36.1% |
| All | -15.8% | -55.4% | +39.6% | -21.2% |
Cumulative growth
Daily Returns
Daily percentage return beside Z.
Daily Out/Under-Performance
Portfolio return minus Z return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × Z return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 5y: compounded portfolio wealth divided by compounded Z wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
5y analysis · Full analysis span regression · 6 months rolling